+145.7%
AMDL vs BAH
-37.0%
+182.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.4% | +11.8% |
| 7D | +103.5% | -3.2% | +106.8% | +102.9% |
| 30D | -18.3% | +19.5% | -37.9% | -17.5% |
| 3M | +20.1% | +11.1% | +9.0% | +21.5% |
| 6M | +15.9% | +16.3% | -0.4% | +18.5% |
| YTD | +303.0% | +4.8% | +298.2% | +318.3% |
| 1Y | +164.0% | +4.9% | +159.1% | +173.7% |
| All | +145.7% | -37.0% | +182.6% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling